+37.8%
CTSH vs ALM
+2,221.4%
-2,183.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -1.8% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | +7.4% | -26.1% | +33.5% | +7.6% |
| 3M | +10.9% | -38.1% | +49.0% | +11.2% |
| 6M | +24.7% | -55.4% | +80.1% | +25.4% |
| YTD | -22.0% | -0.4% | -21.6% | -22.9% |
| 1Y | -11.2% | +25.4% | -36.5% | -12.7% |
| 3Y | +3.9% | +907.8% | -903.9% | -3.5% |
| 5Y | -13.9% | +440.2% | -454.1% | -19.7% |
| 10Y | +37.8% | +2,031.1% | -1,993.4% | +32.6% |
| All | +37.8% | +2,221.4% | -2,183.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling